Rolling OLS Regression Code
by Moses Nwanji
Dear Sir/Madam,
I am sending this email regarding a query I had about the code needed for a 'rolling regression' in gretl.
I am currently trying to analyse the unemployment-output relationship, and I plan to use the rolling regression approach to test whether the relationship is stable over time (estimated coeffcients). However, the issue I have is with the coding, which I have no clue about.
Please if there is anything you can do, I would be willing to hear back from you.
Kind regards,
Moses
10 years, 2 months
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